Mechanized Trading Systems

Discussion in 'Strategy Building' started by RapidEye, Nov 21, 2002.

  1. bobcathy1

    bobcathy1 Guest


    on that site....this guy is a professional programmer and writes all kinds of programs for all types of applications....just navigate around his website www.hamfon.com/daytrade
    maybe send him an email and see if he can help you, he is a retired computer genius.
     
    #11     Nov 22, 2002
  2. rcreal

    rcreal

    I understand the desire to have three modular components.

    TS6 provides the historical and real-time data feed. There are other means to communicate with external programs.

    There is a free .DLL called pushpop at traders2traders.com. It is an advanced stack which you can use to store/retrieve variables from. This can be accessed inside/outside of tradestation (I use it to pass variables from different workspaces in Tradestation).

    There are open APIs (TWS, PATS, etc.) where you can communicate with the order execution software for complete automation.
     
    #12     Nov 22, 2002
  3. RapidEye

    RapidEye

    thanks to all of you

    however...

    fmbarron>
    I cant find any API at NeoTicker site. It seems to be a front-end platform that uses feed from external vendors.


    trader42>
    after some hours of research and chatting with myTrack stuff I found that they offer just 15 days of intraday (1min) historical prices. However it seems the best solution so far taking into account the comprehensive java API that Pactsolutions has built for them.

    marketnoize>
    It seems that there is no API here too. At least I cannot find anything in their site. How did you interface the historical prices that QuoteTracker brings from external vendors ? Do I miss something ?

    rcreal>
    Tradestation platform is a temptation for me because all things are just ready to work perfectly! However, I feel so restricted without my custom (super-powerfull :D) simulator that can implement uncommon methods and ideas. I took a look on pushpop and it is indeed *very* interesting. A global memory could avoid many restrictions within TS. From what i can understand i could store there some TS data and retrieve them from my app. Furthermore i suspect i can pass the signals of my app to TS for translating them to orders to be executed by IB TWS using Dynaorder. Is this right ? Could you elaborate a bit more on these, please ?



    Thanks a lot to all of you :)

    Rapid
     
    #13     Nov 22, 2002
  4. RapidEye -

    You need to download the software, and under the settings turn on the HTTP server. Then, take a look at their request specs in order to retrieve the data.
     
    #14     Nov 22, 2002
  5. RapidEye

    RapidEye

    marketnoize,

    as far as i understand, this way you can retrieve quote snaps and time and sales information for a symbol. I wonder however if this is a handy format of data to built a database with that should contain intraday intervals (1min). Do you use time and sales information to construct intraday series for your needs at MarketHackers ?

    Rapid
     
    #15     Nov 22, 2002
  6. Simba

    Simba



    Just talked to a rep from TS today, automated trade execution is supposed to work with TS7, which is due out at the beginning of the year.

    :)
     
    #16     Dec 20, 2002
  7. Great, looking forward to it. Getting lazier and lazier in manually 'automating' my systems.
     
    #17     Dec 20, 2002
  8. We now have a real-time simulator for out auto execution software that will allow you to test your strategy without risking your capital.
     
    #18     Dec 23, 2002
  9. ...due out in March.
     
    #19     Jan 7, 2003